Ergodic simulations of diffusion in random velocity fields


Ergodic simulations aim at estimating ensemble average characteristics of diffusion in random fields from space averages. The traditional approach, based on large supports of the initial concentration in general fails to obtain ergodic simulations.
However, such simulations, using single realizations of the velocity, are shown to be feasible if space averages with respect to the location of the initial concentration support are used to estimate ensemble averages.


N. Suciu
Friedrich-Alexander University of Erlangen-Nuremberg,
Institute of Applied Mathematics, Martensstrasse 3, 91058 Erlangen, Germany

C. Vamos
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy,  Cluj-Napoca, Romania

K. Sabelfeld
Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstrasse 39, 10117 Berlin, Germany, and
Institute of Computational Mathematics and Mathem. Geophysics, Russian Acad. Sci., Lavrentieva str., 6, Novosibirsk, Russia


Point Source; Space Average; Ensemble Average; Large Source; Transport Simulation.


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N. Suciu, C. Vamoş and K. Sabelfeld, Ergodic simulations of diffusion in random velocity fields, in Monte Carlo and Quasi-Monte Carlo Methods 2006, Ed. A. Keller, S. Heinrich, and H. Niederreiter, Springer Verlag, Heidelberg, 2008 pp. 659-668
doi: 10.1007/978-3-540-74496-2_40, ISBN: 978-3-540-74495-5.


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Monte Carlo and Quasi-Monte Carlo Methods

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Springer Verlag, Heidelberg

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